A Hausman test for a dummy variable in probit

Applied Economics Letters

Volumn 5, Issue 5, 1998, Pages 321-323

  Knapp, Laura Greene ^a   Seaks, Terry G ^b  

^a Univ of N Carolina at Greensboro ^*  (United States)

^b UNIVERSITY OF NORTH CAROLINA AT GREENSBORO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0345920690     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/758524410     Document Type: Article

References (9)

1. Even, W. (1988) Testing exogeneity in a probit model, Economics Letters, 26, 125-28.
2. Greene, W. (1993) Econometric Analysis, MacMillan Publishing Co, New York.
3. Greene, W., Knapp, L. and Seaks, T. (1995) Estimating the functional form of the independent variables in probit models, Applied Economics, 27, 193-96.
4. Grogger, J. (1990) A simple test for exogeneity in probit, logic, and poisson regression models, Economics Letters, 33, 329-33.
5. Hausman, J. (1978) Specification tests in econometrics, Econometrica, 46, 1251-71.
6. Knapp, L. and Seaks, T. (1992) An analysis of the probability of default on federally guaranteed student loans, Review of Economics and Statistics, 74, 404-11.
7. Lahiri, K. and Schmidt, P. (1978) On the estimation of triangular structural systems, Econometrica, 46, 1217-21.
8. Maddala, G. (1983) Limited-Dependent and Qualitative Variables in Econometrics, Cambridge University Press, Cambridge.
9. Vuong, Q. and Rivers, D. (1988) Limited information estimators and exogeneity tests for simultaneous probit models, Journal of Econometrics, 39, 347-66.